Broken riskfolio integration

[replacementAI]

When following the instructions of this tutorial,
https://nbviewer.org/github/dcajasn/Riskfolio-Lib/blob/master/examples/Tutorial%2018.ipynb
It doesn't work anymore, or it doesnt work as its supposed to as evidenced in the following ticket, dcajasn/Riskfolio-Lib#115
Did something happen with vectorbt to break this integration?

[polakowo]

Let me run it.

[polakowo]

Riskfolio's optimizer cannot find a solution so it returns a None instead of a weights vector, even though the passed returns are valid (you can print them out before they are passed to rp.Portfolio). I had the same issues in the pro version, they are mostly attributed to the MOSEK solver (at least on Apple M1 and with Riskfolio-Lib 3.3.0).

[polakowo]

vectorbt works fine here.

[polakowo]

You can add the following after the port.optimization line to account for no solution

if w is None:
    w = pd.Series(np.nan, index=close.columns)

[replacementAI]

Thanks for taking a look at it Oleg